Preheat your air fryer to 400°F (200°C).
In a shallow bowl, whisk the egg until well combined.
In a separate shallow dish, whisk together the almond flour, smoked paprika, garlic powder, cayenne pepper, sea salt, and black pepper.
Dip each chicken thigh into the egg wash, letting any excess drip off, then press firmly into the almond flour mixture until fully coated on all sides.
Place the breaded chicken thighs in the air fryer basket in a single layer and lightly mist with the avocado oil.
Air fry for 12-15 minutes, flipping halfway through, until the coating is golden brown and the internal temperature reaches 165°F.
While the chicken is cooking, slice the zucchini into half-moons and sauté in a non-stick skillet over medium-high heat with a splash of water or a tiny bit of oil for 4-5 minutes until tender-crisp.
Serve the crispy chicken immediately alongside the sautéed zucchini.